It is just a feature, may hardly to realize, Try to think, if your schematic is not loaded from our server.

I need to think about this a bit more. In the schematic editor I can change the package used for a schematic symbol. OK. That's what I expect. I can change the package called in the schematic so that when I pass to PCB the new package appears or I do `Import changes`. In the PCB editor, the equivalent option would be to be able to change the device used for a PCB footprint. If there is no way to back-annotate the schematic with the new device from the change to the PCB then this does not make sense. If I need to change a device then the place to do that is in the schematic and then forward annotate the PCB using `Import changes`. OK. Got it. :)